Finite horizon approximations of infinite horizon linear programs
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Publication:4136925
DOI10.1007/BF01593765zbMATH Open0362.90061MaRDI QIDQ4136925FDOQ4136925
Authors: R. C. Grinold 
Publication date: 1977
Published in: Mathematical Programming (Search for Journal in Brave)
Cites Work
- Convex Analysis
- Duality overlap in infinite linear programs
- Computing Optimal Solutions for Infinite-Horizon Mathematical Programs with a Transient Stage
- Longitudinal manpower planning models
- Duality Theory for Infinite Horizon Convex Models
- Linear Programming Solutions for Separable Markovian Decision Problems
- Title not available (Why is that?)
- Infinite-Horizon Optimality in an Equipment Replacement and Capacity Expansion Model
- Optimal Control of a Graded Manpower System
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Cited In (17)
- Approximations of Countably Infinite Linear Programs over Bounded Measure Spaces
- A criterion for time aggregation in intertemporal dynamic models
- Introducing realistic savings patterns in intertemporal models
- Circumventing the Slater conundrum in countably infinite linear programs
- Duality in convex minimum cost flow problems on infinite networks and hypernetworks
- Convex infinite horizon programs
- Duality in infinite dimensional linear programming
- Finite dimensional approximation in infinite dimensional mathematical programming
- A combined stochastic programming and optimal control approach to personal finance and pensions
- Approximate receding horizon approach for Markov decision processes: average reward case
- A note on the economics of exhaustible resources under production capacity constraints
- Stationary dual prices and depreciation
- Optimal vintage capital utilisation. Supportability conditions
- A simplex algorithm for minimum-cost network-flow problems in infinite networks
- Dual Ascent and Primal-Dual Algorithms for Infinite-Horizon Nonstationary Markov Decision Processes
- A benders squared \((B^2)\) framework for infinite-horizon stochastic linear programs
- Approximating infinite horizon stochastic optimal control in discrete time with constraints
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